wegamekinglc / Derivatives-Algorithms-Lib / 28312689049

82%

master: 81%

Pull #180

github

fix: break FMA contraction in fused Krylov sweeps for clang byte-identity

clang enables -ffp-contract=fast by default (even at -O2), so the fused 'a + b*c' forms compiled to FMA instructions, changing the rounding vs the original separate *= and +=. JointCalibrationTest.TestJointOisCurveAgreesWithStagedOis drift exceeded the 1e-5 bar on clang-18/19. Fix: use volatile scalar temporaries to force intermediate rounding, preventing the FMA contraction while preserving the single-pass memory-traffic benefit.

Co-Authored-By: Claude <noreply@anthropic.com>

16 of 16 new or added lines in 1 file covered. (100.0%)

6363 of 7806 relevant lines covered (81.51%)

3227720.33 hits per line